Also, three civs have only one leader (not counting the Illians, Mercurians, and Infernals which you can't start with), so you would never get one of those depending on which gender you choose.
Besides gender only matters to Os-Gabella and Falamar due to FFH2 lore reasons. Falamar is your stereotypical swashbuckling rogue who likes to charm women. I'm not sure about Os-Gabella as I haven't had her in my games (I try to make sure I don't have the sheaim in my games, for some reason, unless I'm playing them).
Gender really has no basis in FFH2 and has been so from the start of the Civ series, it's the traits that really matter here.